Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47470.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46072.33 Kr¶

PnL: ---------------------------------------> -816.24 Kr¶

DD now: ---------------------------------> -2.384 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:32:25.419996'

Anic Portfolio¶

Today¶

Return: 0.339 %¶

This Week¶

Return: -0.924 %¶

Total¶

Return: 55.406 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 0.200000 792.400000 119.400000 17.740000 673.000000
Nordea Bank Abp 29 0.920000 3515.380000 61.380000 1.780000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.460000 407.200000 52.200000 14.700000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.810000 3415.200000 38.200000 1.130000 3377.000000
Corem Property Group B 59 2.460000 613.600000 36.600000 6.340000 576.999999
Resurs Holding 22 2.780000 610.280000 36.280000 6.320000 573.999998
Swedbank A 3 2.240000 588.750000 24.750000 4.390000 564.000000
AcadeMedia 12 0.290000 580.320000 23.320000 4.190000 557.000004
Securitas B 6 2.120000 588.360000 18.360000 3.220000 570.000000
Intrum 4 -0.150000 544.000000 17.000000 3.230000 527.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Eastnine 4 0.320000 505.600000 14.600000 2.970000 491.000000
Boozt 12 -0.220000 1668.000000 14.000000 0.850000 1653.999996
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.600000 255.600000 9.600000 3.900000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 0.600000 538.800000 6.800000 1.280000 532.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -0.440000 565.740000 -17.260000 -2.960000 582.999984
International Petroleum Corp. 5 4.260000 575.500000 -19.070000 -3.210000 594.565215
CTEK 13 -3.990000 509.470000 -24.530000 -4.590000 533.999999
Essity B 2 -2.220000 537.000000 -37.000000 -6.450000 574.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Essity A 4 -2.000000 1076.000000 -73.000000 -6.350000 1149.000000
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.330000 3696.000000 -115.000000 -3.020000 3810.999990
Beijer Electronics Group 26 -0.930000 2776.800000 -194.200000 -6.540000 2971.000006
OX2 18 1.590000 1440.900000 -223.100000 -13.410000 1663.999992
Axfood 13 0.370000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46072.330000 -816.240000 -2.38448% 46888.564618

Updated:¶

'2023-01-27 16:32:38.511773'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶